+41.7%
ICE vs CPNG
-49.8%
+91.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.0% | +0.7% |
| 7D | -2.4% | -1.1% | -1.3% | -2.3% |
| 30D | +4.0% | -7.4% | +11.4% | +4.8% |
| 3M | +13.7% | -12.3% | +26.0% | +15.0% |
| 6M | +0.9% | -19.4% | +20.4% | +2.6% |
| YTD | -2.1% | -35.9% | +33.8% | +1.9% |
| 1Y | -9.5% | -53.4% | +43.9% | -2.2% |
| 3Y | +42.1% | -20.0% | +62.1% | +41.7% |
| All | +41.7% | -49.8% | +91.5% | +39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded CPNG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling